| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Time in Market | 34.0% | 100.0% |
| Cumulative Return | 128.13% | 145.99% |
| Max Drawdown | -29.62% | -67.18% |
| Sharpe | 0.51 | 0.39 |
| Sortino | 0.78 | 0.56 |
| Payoff Ratio | 1.12 | 1.12 |
| Profit Factor | 1.15 | 1.07 |
| Common Sense Ratio | 1.26 | 1.06 |
| CPC Index | 0.65 | 0.61 |
| Tail Ratio | 1.09 | 0.99 |
| Outlier Win Ratio | 19.62 | 3.99 |
| Outlier Loss Ratio | 4.2 | 3.71 |
| Volatility (ann.) | 13.93% | 26.21% |
| R^2 | 0.28 | 0.28 |
| Calmar | 0.94 | 0.46 |
| Skew | 0.91 | 0.18 |
| Kurtosis | 19.64 | 6.47 |
| Expected Daily % | 0.02% | 0.02% |
| Expected Monthly % | 2.03% | 2.22% |
| Expected Yearly % | 22.9% | 25.24% |
| Kelly Criterion | 5.77% | 7.62% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.18% | -2.23% |
| Expected Shortfall (cVaR) | -1.18% | -2.23% |
| Year | 3525543:BTCUSD | 3525543:btcusd:triple_gx:kama170_50_35 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -61.04 | 2.79 | -0.05 | + |
| 2023 | 155.54 | 53.71 | 0.35 | - |
| 2024 | 121.00 | 49.43 | 0.41 | - |
| 2025 | 11.80 | -3.38 | -0.29 | - |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| MTD | 0.0% | -0.27% |
| 3M | 6.69% | 26.2% |
| 6M | -3.38% | -1.67% |
| YTD | -3.38% | 11.8% |
| 1Y | 7.02% | 56.98% |
| 3Y (ann.) | 28.63% | 72.09% |
| 5Y (ann.) | 27.93% | 30.85% |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Max Drawdown | -29.62% | -67.18% |
| Longest DD Days | 219.0 | 683.0 |
| Avg. Drawdown | -5.2% | -7.07% |
| Avg. Drawdown Days | 33.0 | 37.0 |
| Recovery Factor | 4.33 | 2.17 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-04-08 | 2024-11-13 | -29.62 | 219 |
| 2022-07-30 | 2023-01-13 | -17.71 | 167 |
| 2022-03-29 | 2022-07-30 | -14.05 | 123 |
| 2023-04-14 | 2023-10-23 | -13.52 | 192 |
| 2024-11-13 | 2025-06-18 | -13.51 | 216 |
| 2023-02-21 | 2023-04-14 | -13.32 | 51 |
| 2024-01-11 | 2024-02-14 | -11.43 | 33 |
| 2023-12-09 | 2024-01-02 | -8.19 | 23 |
| 2024-04-01 | 2024-04-08 | -8.17 | 7 |
| 2024-03-05 | 2024-03-08 | -6.30 | 3 |
| Metric | 3525543:btcusd:triple_gx:kama170_50_35 | 3525543:BTCUSD |
|---|---|---|
| Best Day | 7.79% | 9.33% |
| Worst Day | -5.87% | -9.32% |
| Best Week | 23.06% | 35.75% |
| Worst Week | -12.24% | -29.64% |
| Best Month | 31.5% | 43.77% |
| Worst Month | -17.7% | -37.12% |
| Best Year | 53.71% | 155.54% |
| Worst Year | -3.38% | -61.04% |
| Avg. Up Day | 0.88% | 0.88% |
| Avg. Down Day | -0.79% | -0.79% |
| Avg. Up Week | 5.22% | 7.12% |
| Avg. Down Week | -4.18% | -4.4% |
| Avg. Up Month | 11.28% | 17.22% |
| Avg. Down Month | -7.15% | -10.89% |
| Win Days % | 50.3% | 51.23% |
| Win Month % | 51.52% | 58.54% |
| Win Week % | 55.42% | 50.0% |
| Win Quarter % | 50.0% | 57.14% |
| Win Year % | 75.0% | 75.0% |